+215.5%
RNG vs TXT
+103.1%
+112.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -9.6% | -0.2% | -9.4% | -9.5% |
| 30D | +8.8% | -10.2% | +19.0% | +12.5% |
| 3M | +78.6% | -13.3% | +91.9% | +86.3% |
| 6M | +70.3% | -14.4% | +84.6% | +76.8% |
| YTD | +140.3% | -9.1% | +149.4% | +144.5% |
| 1Y | +126.6% | -2.2% | +128.8% | +124.7% |
| 3Y | +120.2% | +5.1% | +115.1% | +112.3% |
| 5Y | -68.3% | +12.8% | -81.1% | -69.9% |
| All | +215.5% | +103.1% | +112.4% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling